Its easier to get blood in finger tips because of the thin skin & vessels. Do not need to penetrate deep. Plus you can squeeze the finger to get a big drop to test bg. I believe also there is less muscle therefore less glycogen as glucose is converted by the liver to glycogen stored in muscle tissue for stored energy

There are testers that allow for 'pricking' your arm to check levels, but it is only suggested during times when your BG would be stable. The finger prick apperently provides for a more accurate measure exspecially during times when your BG is rising and falling...such as during periods of slin activitly.

You can buy lancing devices that are spring loaded and have setting levels for depth...the intitial prick is not the problem, its the soreness you can get from multiple jabs on consecutive days. It is all just part of the joys of being safe!